arXiv subjects

Oxana Manita

Publications and source records attributed to Oxana Manita.

2 recordsLinked to original sources

arXiv2016

Estimates for Kantorovich functionals between solutions to Fokker -- Planck -- Kolmogorov equations with dissipative drifts

We obtain estimates for the Kantorovich functionals between solutions to different Fokker -- Planck -- Kolmogorov equations for measures with same diffusion part but different drifts and different initial conditions. We show possible applications of such estimates to the study of the well-posedness for nonlinear equations.

math.AP↗

arXiv2016

Positivity of transition probabilities of infinite-dimensional diffusion processes on ellipsoids

We consider diffusion processes in Hilbert spaces with constant non-degenerate diffusion operators and show that, under broad assumptions on the drift, the transition probabilities of the process are positive on ellipsoids associated with the diffusion operator. This is an infinite-dimensional analogue of positivity of densities of transition probabilities. Our results apply to diffusions corresponding to stochastic partial differential equations.

math.PR↗